Universal prediction of individual sequences

DOI10.1109/18.144706zbMATH Open0775.94076OpenAlexW2102426343MaRDI QIDQ4014142FDOQ4014142

Authors: Meir Feder, Neri Merhav, Michael Gutman 

Publication date: 11 October 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/23298ccbf84382b28ee5fa6f941a20f479d218fe

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Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Source coding (94A29)

Cited In (45)

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• Identification and Prediction
• A universal predictor based on pattern matching
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• Optimal sequential probability assignment for individual sequences
• Fractal dimension and logarithmic loss unpredictability.
• Prediction of infinite words with automata
• Analysis of two gradient-based algorithms for on-line regression
• Universal sequences
• On the complexity of function learning
• On asymptotically optimal methods of prediction and adaptive coding for Markov sources
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• Universal schemes for sequential decision from individual data sequences
• Some Stochastic Properties of Memoryless Individual Sequences
• A Bayesian approach to (online) transfer learning: theory and algorithms
• Measuring the efficiency of the intraday Forex market with a universal data compression algorithm
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• Predicting a binary sequence almost as well as the optimal biased coin
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• On prediction of individual sequences
• Chasing Ghosts: Competing with Stateful Policies
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• Sequence complexity and work extraction
• The prediction of sequences
• A conversation with James Hannan
• Conditional universal consistency.
• Regret in the on-line decision problem
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• Predictive stochastic complexity and model estimation for finite-state processes
• Similarity in languages and programs
• Randomized prediction of individual sequences
• Finite-Memory Universal Prediction of Individual Sequences
• Convergence and Error Bounds for Universal Prediction of Nonbinary Sequences
• Online portfolio selection
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• Universal prediction of individual binary sequences in the presence of noise
• Efficient learning of typical finite automata from random walks
• Prediction and dimension
• Variable length Markov chains

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